Griffon Corp (GFF)
82.96
+1.68
(+2.07%)
USD |
NYSE |
Nov 22, 16:00
82.75
-0.21
(-0.25%)
After-Hours: 20:00
Griffon Max Drawdown (5Y): 61.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.32% |
| September 30, 2024 | 61.32% |
| August 31, 2024 | 61.32% |
| July 31, 2024 | 61.32% |
| June 30, 2024 | 61.32% |
| May 31, 2024 | 61.32% |
| April 30, 2024 | 61.32% |
| March 31, 2024 | 61.32% |
| February 29, 2024 | 61.32% |
| January 31, 2024 | 61.32% |
| December 31, 2023 | 61.32% |
| November 30, 2023 | 61.32% |
| October 31, 2023 | 61.32% |
| September 30, 2023 | 61.32% |
| August 31, 2023 | 61.32% |
| July 31, 2023 | 61.32% |
| June 30, 2023 | 61.32% |
| May 31, 2023 | 61.32% |
| April 30, 2023 | 61.32% |
| March 31, 2023 | 61.32% |
| February 28, 2023 | 61.32% |
| January 31, 2023 | 61.32% |
| December 31, 2022 | 61.32% |
| November 30, 2022 | 61.32% |
| October 31, 2022 | 61.32% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.32% |
| August 31, 2022 | 61.32% |
| July 31, 2022 | 61.32% |
| June 30, 2022 | 61.32% |
| May 31, 2022 | 61.32% |
| April 30, 2022 | 61.32% |
| March 31, 2022 | 61.32% |
| February 28, 2022 | 61.32% |
| January 31, 2022 | 61.32% |
| December 31, 2021 | 61.32% |
| November 30, 2021 | 61.32% |
| October 31, 2021 | 61.32% |
| September 30, 2021 | 61.32% |
| August 31, 2021 | 61.32% |
| July 31, 2021 | 61.32% |
| June 30, 2021 | 61.32% |
| May 31, 2021 | 61.32% |
| April 30, 2021 | 61.32% |
| March 31, 2021 | 61.32% |
| February 28, 2021 | 61.32% |
| January 31, 2021 | 61.32% |
| December 31, 2020 | 61.32% |
| November 30, 2020 | 61.32% |
| October 31, 2020 | 61.32% |
| September 30, 2020 | 61.32% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
60.39%
Minimum
Nov 2019
61.32%
Maximum
Mar 2020
61.26%
Average
61.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Kid Castle Educational Corp | 100.00% |
| Falcons Beyond Global Inc | -- |
| Hayward Holdings Inc | -- |
| Beacon Roofing Supply Inc | 81.98% |
| EVI Industries Inc | 83.32% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.992 |
| Beta (5Y) | 1.312 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.09% |
| Historical Sharpe Ratio (5Y) | 0.5376 |
| Historical Sortino (5Y) | 0.9821 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.65% |